roptions: Option Strategies and Valuation

Collection of tools to develop options strategies, value option contracts using the Black-Scholes-Merten option pricing model and calculate the option Greeks. Hull, John C. "Options, Futures, and Other Derivatives" (1997, ISBN:0-13-601589-1). Fischer Black, Myron Scholes (1973) "The Pricing of Options and Corporate Liabilities" <doi:10.1086/260062>.

Version: 1.0.3
Depends: R (≥ 2.10)
Imports: purrr, ggplot2, plotly, stats
Published: 2020-05-11
DOI: 10.32614/CRAN.package.roptions
Author: Anurag Agrawal ORCID iD [aut, cre]
Maintainer: Anurag Agrawal <agrawalanurag1999 at>
License: GPL-3
NeedsCompilation: no
CRAN checks: roptions results


Reference manual: roptions.pdf


Package source: roptions_1.0.3.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): roptions_1.0.3.tgz, r-oldrel (arm64): roptions_1.0.3.tgz, r-release (x86_64): roptions_1.0.3.tgz, r-oldrel (x86_64): roptions_1.0.3.tgz


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